A weekly sentiment index and the cross-section of stock returns
Hai-Chuan Xu, Wei-Xing Zhou
| Year of publication: |
2018
|
|---|---|
| Authors: | Xu, Hai-Chuan ; Zhou, Wei-Xing |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 135-139
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| Subject: | Investor sentiment | Partial least squares | Return predictability | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Kleinste-Quadrate-Methode | Least squares method | Partielle kleinste Quadrate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006762